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# Copyright 2014 Quantopian, Inc. |
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# |
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# Licensed under the Apache License, Version 2.0 (the "License"); |
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# you may not use this file except in compliance with the License. |
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# You may obtain a copy of the License at |
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# |
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# http://www.apache.org/licenses/LICENSE-2.0 |
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# |
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# Unless required by applicable law or agreed to in writing, software |
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# distributed under the License is distributed on an "AS IS" BASIS, |
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
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# See the License for the specific language governing permissions and |
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# limitations under the License. |
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from functools import wraps |
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import zipline.api |
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from zipline.utils.algo_instance import get_algo_instance, set_algo_instance |
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class ZiplineAPI(object): |
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""" |
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Context manager for making an algorithm instance available to zipline API |
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functions within a scoped block. |
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""" |
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def __init__(self, algo_instance): |
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self.algo_instance = algo_instance |
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def __enter__(self): |
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""" |
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Set the given algo instance, storing any previously-existing instance. |
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""" |
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self.old_algo_instance = get_algo_instance() |
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set_algo_instance(self.algo_instance) |
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def __exit__(self, _type, _value, _tb): |
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""" |
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Restore the algo instance stored in __enter__. |
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""" |
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set_algo_instance(self.old_algo_instance) |
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def api_method(f): |
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# Decorator that adds the decorated class method as a callable |
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# function (wrapped) to zipline.api |
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@wraps(f) |
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def wrapped(*args, **kwargs): |
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# Get the instance and call the method |
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return getattr(get_algo_instance(), f.__name__)(*args, **kwargs) |
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# Add functor to zipline.api |
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setattr(zipline.api, f.__name__, wrapped) |
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zipline.api.__all__.append(f.__name__) |
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f.is_api_method = True |
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return f |
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def require_not_initialized(exception): |
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""" |
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Decorator for API methods that should only be called during or before |
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TradingAlgorithm.initialize. `exception` will be raised if the method is |
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called after initialize. |
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Usage |
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----- |
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@require_not_initialized(SomeException("Don't do that!")) |
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def method(self): |
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# Do stuff that should only be allowed during initialize. |
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""" |
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def decorator(method): |
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@wraps(method) |
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def wrapped_method(self, *args, **kwargs): |
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if self.initialized: |
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raise exception |
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return method(self, *args, **kwargs) |
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return wrapped_method |
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return decorator |
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def require_initialized(exception): |
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""" |
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Decorator for API methods that should only be called after |
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TradingAlgorithm.initialize. `exception` will be raised if the method is |
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called before initialize has completed. |
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Usage |
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----- |
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@require_initialized(SomeException("Don't do that!")) |
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def method(self): |
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# Do stuff that should only be allowed after initialize. |
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""" |
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def decorator(method): |
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@wraps(method) |
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def wrapped_method(self, *args, **kwargs): |
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if not self.initialized: |
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raise exception |
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return method(self, *args, **kwargs) |
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return wrapped_method |
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return decorator |
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quantopian /
zipline
